Path integrals and symmetry breaking for optimal control theory
From MaRDI portal
Publication:4968820
DOI10.1088/1742-5468/2005/11/P11011zbMath1456.49027arXivphysics/0505066MaRDI QIDQ4968820
Publication date: 9 July 2019
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/physics/0505066
49L20: Dynamic programming in optimal control and differential games
93E20: Optimal stochastic control
49N10: Linear-quadratic optimal control problems
82B99: Equilibrium statistical mechanics
49K45: Optimality conditions for problems involving randomness
Related Items
Nonlinear stochastic receding horizon control: stability, robustness and Monte Carlo methods for control approximation, Whence the Expected Free Energy?, Variational approach to rare event simulation using least-squares regression, Linearly Solvable Stochastic Control Lyapunov Functions, A multilevel approach for stochastic nonlinear optimal control, Disordered high-dimensional optimal control, A fictitious-play finite-difference method for linearly solvable mean field games, The free energy principle made simpler but not too simple, Optimal control as a graphical model inference problem, Stochastic optimal control via forward and backward stochastic differential equations and importance sampling, An estimator for the relative entropy rate of path measures for stochastic differential equations, A transformed path integral approach for solution of the Fokker-Planck equation, Controlled interacting particle algorithms for simulation-based reinforcement learning, The quantum dark side of the optimal control theory, Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model, Optimization of market stochastic dynamics, Efficient computation of optimal open-loop controls for stochastic systems, Design of biased random walks on a graph with application to collaborative recommendation, A Cost/Speed/Reliability Tradeoff to Erasing, Action selection in growing state spaces: control of network structure growth, Variational and optimal control representations of conditioned and driven processes, Stochastic Nonlinear Model Predictive Control based on Gaussian Mixture Approximations
Uses Software
Cites Work